If you will wait long enough, it does take a bit, it should give you a error message. It does sound like you have a slow connect causing your problem. I find if I reboot the computer and reconnect to my ISP it often clears it up. It works best with a cold reboot, in other words, shut it down and turn it back on.
You mention having to unplug your computer, do you not have a reset button on it? How about the on/off switch?
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MarkAT
"It is not the critic who counts,
it is the man in the arena..."
Teddy Roosevelt